The CERES-Wheat model was applied to simulate yields from 2005 to 2007 at Xiaotangshan of northern Beijing. Experiment datum required by CERESWheat model were all collected and checked. In addition, 1974-2004 climate records were taken and calculated as predictive weather scenario used for yield forecasting. The model calibration adopted simulation results of 2005 and which of the other two yea...

This paper provides clear cut evidence that the slope and curvature factors of the yield curve contain more information about future changes in economic activity than the term spread alone, often used in practice as an indicator of future economic conditions. These two factors constitute independent sources of information about future economic activity, which are o¤set to each other in term spr...

We build a prediction model for a set of Emerging Markets and the US market and we evaluate its ability to forecast equity risk premia. Our models include traditional global and local variables as the dividend yield or a credit spread and we include some variables that has been rarely been used as predictor of emerging equity returns: the implied volatility of the US market. We study the period...

STOCK market price behavior has been studied extensively. It is influenced by a myriad of factors, including political and economic events, among others, and is a complex nonlinear time-series problem. Traditionally, stock price forecasting is performed based on technical analysis, which focuses on price action, which is the process of finding patterns in price history. More recently, research ...

This research work has addressed demand side flexibility in a smart grid oriented building. The principal purpose has been to build a short term forecasting model that will predict the next hour consumption. Three advanced methods of forecasting have been investigated for this purpose, the ARIMA (Autoregressive Integrated Moving Average) model, Artificial Neural Networks (ANN) and Support Vecto...

Rice is one of the staple foods for more than three billion people worldwide. Rice paddies accounted for approximately 11.5% of the World's arable land area during 2012. Rice provided ~19% of the global dietary energy in recent times and its annual average consumption per capita was ~65 kg during 2010-2011. Therefore, rice area mapping and forecasting its production is important for food securi...

This paper provides a significant numerical evidence for out-of-sample forecasting ability of linear Gaussian interest rate models with unobservable underlying factors. We calibrate one, two and three factor linear Gaussian models using the Kalman filter on two different bond yield data sets and compare their out-of-sample forecasting performance. One step ahead as well as four step ahead out-o...